+1,945.9%
NOW vs MCHP
+426.7%
+1,519.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -1.7% | -4.3% | +2.6% | -0.2% |
| 30D | -27.4% | -16.3% | -11.1% | -22.8% |
| 3M | -19.4% | -21.4% | +1.9% | -12.9% |
| 6M | +13.1% | -35.8% | +48.9% | +28.2% |
| YTD | -34.3% | -0.9% | -33.4% | -41.4% |
| 1Y | -41.8% | +14.5% | -56.3% | -51.9% |
| 3Y | -20.7% | -13.7% | -7.0% | -32.1% |
| 5Y | -27.2% | -16.9% | -10.3% | -37.9% |
| 10Y | +509.1% | +137.5% | +371.6% | +151.1% |
| All | +1,945.9% | +426.7% | +1,519.2% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling